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Re: Nonparametric kernel density estimators

  • To: mathgroup at smc.vnet.net
  • Subject: [mg38522] Re: Nonparametric kernel density estimators
  • From: Bill Rowe <listuser at earthlink.net>
  • Date: Fri, 20 Dec 2002 23:40:39 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

On 12/20/02 at 6:50 AM, drbob at bigfoot.com wrote:

>As best I can tell, MathStatica graphs kernel density estimates, but
>gives you no other access to them.

Yes, MathStatica provides no functions for directly manipulating non-parametric kernel density estimates except for plotting them. But I do not see this as being a significant limitation.

If you need more than a plot, you could either extract the points from the plot MathStatica produces and fit an interpolating function to it or you could use ListConvolve with the desired kernel to compute the values.

As I see it the biggest problem with doing non-parametric kernel density estimation is determing the optimum bandwidth to use. MathStatica provides a function appropriately named Bandwidth to compute this from the data and a given kernel


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